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Real-Time Depth

Real-time order book depth data for major global stock indices, covering multi-level buy and sell prices and order volumes for core indices such as CSI 300, SSE Composite Index, Shenzhen Component Index, S&P 500, Dow Jones, Nasdaq, and Hang Seng. Completely displays market depth of index futures and related derivatives, reflecting the comparison of buying and selling forces in real-time.

GET/indices/depth

Request Parameters

regionenumRequired

Market code

codestringRequired

Product code

Response Parameters

codenumber

Response code

msgstring

Response description

dataobject▶Response result
sstring

Symbol code

aarray(object)▶Ask orders
pointeger

Level

pnumber

Price

vnumber

Order volume

onumber

Order count

barray(object)▶Bid orders
pointeger

Level

pnumber

Price

vnumber

Order volume

onumber

Order count

Code Examples

import requests

url = "https://api.itick.org/indices/depth?region=GB&code=SPX"

headers = {
"accept": "application/json"
"token": "Your Token"
}

response = requests.get(url, headers=headers)

print(response.text)

Query URL

GEThttps://api.itick.org/indices/depth?region=GB&code=SPX

, Run query

Response Result

{
  "code": 0,
  "msg": null,
  "data": {
    "s": "SPX",
    "a": [
      {
        "po": 1,
        "p": 0,
        "v": 0,
        "o": 1
      }
    ],
    "b": [
      {
        "po": 1,
        "p": 0,
        "v": 0,
        "o": 1
      }
    ]
  }
}